#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Times;
using Cephei.QL;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Termstructures.Volatility.Swaption
{
     // <summary> 
	// ! Constant swaption volatility, no time-strike dependence
	// </summary>
    [Guid ("F7F9F805-4C97-46d8-849B-CB219557256C"),ComVisible(true)]
	public interface IConstantSwaptionVolatility : Cephei.QL.Termstructures.IVolatilityTermStructure
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 DateTime MaxDate {get;}
        
		 Double MaxStrike {get;}
        
		 Cephei.QL.Times.IPeriod MaxSwapTenor {get;}
        
		 Double MinStrike {get;}
    }

    // <summary> 
	// ! Constant swaption volatility, no time-strike dependence Factory
	// </summary>
   	[ComVisible(true)]
    public interface IConstantSwaptionVolatility_Factory // : Collection_Factory<IConstantSwaptionVolatility, ICell<IConstantSwaptionVolatility>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        // <summary> 
		// fixed reference date, fixed market data
		// </summary>
	    IConstantSwaptionVolatility Create (DateTime referenceDate, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Double volatility, Cephei.QL.Times.IDayCounter dc);
        // <summary> 
		// floating reference date, fixed market data
		// </summary>
	    IConstantSwaptionVolatility Create (UInt32 settlementDays, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Double volatility, Cephei.QL.Times.IDayCounter dc);
        // <summary> 
		// fixed reference date, floating market data
		// </summary>
	    IConstantSwaptionVolatility Create (DateTime referenceDate, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Cephei.QL.IQuote volatility, Cephei.QL.Times.IDayCounter dc);
        // <summary> 
		// floating reference date, floating market data
		// </summary>
	    IConstantSwaptionVolatility Create (UInt32 settlementDays, Cephei.QL.Times.ICalendar cal, QL.Times.BusinessDayConventionEnum bdc, Cephei.QL.IQuote volatility, Cephei.QL.Times.IDayCounter dc);
    }
}

